We're not quite there, but according to The Guardian, researchers have developed a "magnetic slime robot" capable of grasping small objects, squeezing through narrow spaces, healing itself and repairing electrical circuits.
The dark-colored blobby substance contains magnetic particles and can be controlled by magnetic field. It's made up of a mixture of a polymer called polyvinyl alcohol, borax, and particles of neodymium magnet. This gives it the ability to behave like a liquid at times, and like a solid at others.
The magnetic slime isn't currently autonomous, so it depends on human operators to direct its movement. Future medical applications could include sending these "robots" into the human digestive system to retrieve harmful objects swallowed accidentally.